+602.2%
RL vs PENG
+735.0%
-132.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.1% |
| 7D | +2.4% | +34.6% | -32.2% | -3.1% |
| 30D | +4.6% | -35.9% | +40.5% | +11.1% |
| 3M | -1.1% | -14.7% | +13.6% | -1.2% |
| 6M | +16.5% | +13.5% | +3.0% | +5.3% |
| YTD | +11.4% | +156.1% | -144.7% | -16.0% |
| 1Y | +16.1% | +141.3% | -125.2% | -11.6% |
| 3Y | +252.6% | +223.4% | +29.2% | +140.7% |
| 5Y | +244.9% | +67.4% | +177.5% | +150.7% |
| All | +602.2% | +735.0% | -132.8% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling